+578.8%
MS vs SGI
+413.4%
+165.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.3% | -0.2% | +2.1% |
| 7D | +0.7% | -0.2% | +1.0% | +0.8% |
| 30D | -0.9% | +6.6% | -7.5% | -3.1% |
| 3M | -13.0% | +1.8% | -14.8% | -13.9% |
| 6M | -2.0% | -3.9% | +1.9% | -1.9% |
| YTD | +7.8% | -25.2% | +33.0% | +15.6% |
| 1Y | +17.9% | -26.7% | +44.6% | +27.1% |
| 3Y | +174.8% | +86.8% | +88.0% | +119.9% |
| 5Y | +119.9% | +56.6% | +63.2% | +77.7% |
| 10Y | +578.8% | +384.3% | +194.5% | +264.4% |
| All | +578.8% | +413.4% | +165.4% | +264.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling